Christopher J. Neely

From MaRDI portal
Person:1934774

Available identifiers

zbMath Open neely.christopher-jWikidataQ30070452 ScholiaQ30070452MaRDI QIDQ1934774

List of research outcomes





PublicationDate of PublicationType
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited2024-10-28Paper
Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book2019-04-30Paper
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model2013-01-29Paper

Research outcomes over time

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